Add fractional Kelly position sizing

2026-06-20 22:22:19 +03:00
parent ccf457481b
commit 7bbb721da1
8 changed files with 147 additions and 21 deletions
@@ -58,6 +58,9 @@ def make_settings():
            rebound_entry_confidence=0.58,
            rebound_min_probability=0.58,
            rebound_max_position_usdt=6.0,
+            kelly_sizing_enabled=True,
+            kelly_fraction=0.25,
+            kelly_max_fraction=0.20,
            time_series_forecast_enabled=True,
            time_series_min_candles=120,
            time_series_validation_window=30,